tidymodelsFor further reading, see [JWHT], pp. 197-208, 150-152.
Statistical learning is a set of approaches for “learning” the function \(f\) from a data set (i.e., a sample of the random variables).
mpg from horsepowermpg from
horsepower using polynomial regression:
Both of these problems are worse for small values of \(n\) (small samples).
Note: if \(k=n\), this is LOOCV.
| Name | Definition | Synonyms |
|---|---|---|
| False positive rate | FPos/Neg | Type 1 error rate, 1 - specificity |
| True positive rate | TPos/Pos | 1 - Type 2 error rate, power, sensitivity, recall |
Plot the ROC curve for the following testing data. Use thresholds of \(0.3\), \(0.6\), \(0.8\). Here \(\hat{p}\) is the predicted probability of “Red”.
| True value | \(\hat{p}\) | 0.3 FP | 0.3 TP | 0.6 FP | 0.6 TP | 0.8 FP | 0.8 TP |
|---|---|---|---|---|---|---|---|
| Red | 0.75 | ||||||
| Green | 0.4 | ||||||
| Red | 0.9 | ||||||
| Red | 0.75 | ||||||
| Green | 0.65 | ||||||
| Red | 0.5 | ||||||
| Red | 0.65 | ||||||
| Green | 0.1 |
tidymodels